-11.8%
CAG vs BHP
+65.8%
-77.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.0% |
| 7D | -3.8% | -5.0% | +1.2% | -4.0% |
| 30D | +3.1% | +1.2% | +2.0% | +3.2% |
| 3M | +23.5% | +1.8% | +21.6% | +24.0% |
| 6M | -14.8% | +18.0% | -32.9% | -15.1% |
| YTD | -5.4% | +52.7% | -58.2% | -1.2% |
| 1Y | -11.8% | +66.0% | -77.8% | -5.4% |
| All | -11.8% | +65.8% | -77.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling